Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.500640 0.558304 0.622607 0.700152 0.791836 0.897670 1.030386
2024-12-01 00:00:00+00:00 0.412365 0.480018 0.560256 0.663852 0.796193 0.962650 1.192982
2024-12-08 00:00:00+00:00 0.354317 0.425507 0.513872 0.634063 0.797309 1.017713 1.349893
2024-12-15 00:00:00+00:00 0.325904 0.402607 0.501882 0.643724 0.848245 1.144902 1.634435
2024-12-22 00:00:00+00:00 0.307981 0.390305 0.501010 0.666665 0.919741 1.314243 2.030582
2024-12-29 00:00:00+00:00 0.289023 0.374083 0.492182 0.676016 0.971508 1.463344 2.441972
2025-01-05 00:00:00+00:00 0.272068 0.358632 0.482227 0.681518 1.017108 1.611421 2.906247
2025-01-12 00:00:00+00:00 0.254871 0.341067 0.467034 0.676302 1.043170 1.729816 3.357995
2025-01-19 00:00:00+00:00 0.234619 0.317309 0.440156 0.648654 1.025069 1.759326 3.618864
2025-01-26 00:00:00+00:00 0.224670 0.308031 0.434546 0.655389 1.070069 1.926142 4.307935
2025-02-02 00:00:00+00:00 0.216102 0.300099 0.430172 0.663420 1.118521 2.113112 5.169181
2025-02-09 00:00:00+00:00 0.205234 0.287793 0.417626 0.655350 1.133428 2.227522 5.884771
2025-02-16 00:00:00+00:00 0.196209 0.278129 0.409193 0.654894 1.166488 2.402628 6.988217
2025-02-23 00:00:00+00:00 0.183156 0.261231 0.387383 0.627124 1.136591 2.408351 7.444060
2025-03-02 00:00:00+00:00 0.171825 0.246491 0.368256 0.602668 1.110616 2.419350 7.952360
2025-03-09 00:00:00+00:00 0.167330 0.242591 0.367435 0.613594 1.166914 2.682079 9.996219
2025-03-16 00:00:00+00:00 0.164994 0.242041 0.372315 0.636278 1.255425 3.079519 13.538552
2025-03-23 00:00:00+00:00 0.160830 0.238145 0.370880 0.645808 1.313664 3.407665 17.488277
2025-03-30 00:00:00+00:00 0.156411 0.233541 0.367784 0.651444 1.363167 3.731014 22.503003
2025-04-06 00:00:00+00:00 0.150947 0.226837 0.360327 0.646831 1.384366 3.959463 27.559579
2025-04-13 00:00:00+00:00 0.143141 0.215704 0.343927 0.620998 1.342320 3.915679 29.166654
2025-04-20 00:00:00+00:00 0.139864 0.212345 0.342018 0.627437 1.393835 4.298463 39.287384
2025-04-27 00:00:00+00:00 0.136915 0.209406 0.340695 0.635057 1.450712 4.744419 55.187880